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memo

2011年10月22日
2000/01/04~2011/10/21 寄り買い→翌寄り売り(日経225) 寄り買い→翌寄り売り(東証1部) 寄り買い→翌寄り売り(東証1部以外) 寄り売り→当日買い(日経225) 寄り売り→当日買い(東証1部) 寄り売り→当日買い(東証1部以外) 当引け買い→翌寄り売り(日経225) 当引け買い→翌寄り売り(東証1部) 当引け買い→翌寄り売り(東証1部以外)
トレード数 501075 1063954 296968 5565.76 2072989 296971 556414 2070091 290076
勝率(同値は勝ちに) 51.74% 51.17% 47.74% 55.04% 55.37 59.50% 58.99% 59.76% 58.57%
平均利益 1.76% 1.93% 3.84% 1.28% 1.42 2.73% 0.99% 0.96% 1.43%
平均損失 1.86% 2.03% 3.75% 1.50% 1.69 3.83% 1.30% 1.33% 2.05%
期待値 0.01% -0.01% -0.13% 0.03% 0.03 0.07% 0.05% 0.04% -0.02%

2011勝率 50.70% 50.70% 45.58% 55.58% 54.62% 58.57% 57.17% 58.25% 54.97%
2010勝率 51.96% 51.63% 47.62% 54.71% 53.58% 56.67% 57.78% 57.69% 56.83%
2009勝率 51.69% 51.19% 48.25% 55.99% 55.69% 58.59% 59.50% 59.49% 57.08%
2008勝率 49.08% 49.10% 46.65% 53.61% 53.75% 58.36% 52.80% 54.02% 55.72%
2007勝率 50.88% 50.54% 46.68% 55.29% 56.24% 59.35% 58.31% 59.63% 55.99%
2006勝率 52.40% 50.80% 46.89% 55.29% 56.56% 59.63% 60.31% 60.51% 55.83%
2005勝率 55.73% 54.40% 48.82% 54.38% 55.30% 60.21% 64.50% 64.88% 62.13%
2004勝率 53.11% 52.10% 48.63% 54.80% 55.46% 59.51% 62.01% 62.40% 61.01%
2003勝率 53.35% 52.78% 49.45% 55.62% 56.56% 58.38% 64.13% 64.57% 60.97%
2002勝率 49.91% 49.97% 48.49% 57.02% 56.17% 60.11% 57.53% 58.05% 57.84%
2001勝率 50.02% 49.86% 48.04% 54.88% 54.73% 59.32% 56.12% 56.46% 58.24%
2000勝率 51.26% 50.28% 46.84% 53.49% 55.15% 61.78% 57.11% 57.96% 60.28%

2011期待値 -0.10% -0.07% -0.25% 0.07% 0.03% 0.06% -0.02% -0.03% -0.17%
2010期待値 0.01% 0.00% -0.07% 0.03% 0.00% 0.10% 0.05% 0.01% 0.03%
2009期待値 0.07% 0.05% -0.12% 0.07% 0.06% 0.09% 0.14% 0.12% 0.01%
2008期待値 -0.14% -0.15% -0.45% 0.03% 0.03% 0.21% -0.12% -0.11% -0.19%
2007期待値 -0.05% -0.07% -0.31% 0.05% 0.08% 0.16% 0.00% 0.00% -0.14%
2006期待値 0.03% -0.03% -0.38% 0.06% 0.10% 0.22% 0.09% 0.07% -0.16%
2005期待値 0.19% 0.19% 0.12% -0.06% -0.06% 0.00% 0.13% 0.13% 0.15%
2004期待値 0.04% 0.05% 0.09% 0.02% 0.02% -0.01% 0.08% 0.09% 0.13%
2003期待値 0.14% 0.11% 0.19% 0.04% 0.06% -0.27% 0.19% 0.18% 0.12%
2002期待値 -0.04% -0.05% -0.19% 0.13% 0.08% 0.11% 0.08% 0.04% -0.04%
2001期待値 -0.05% -0.06% -0.03% 0.01% -0.02% -0.06% -0.03% -0.05% -0.05%
2000期待値 0.03% -0.03% -0.30% -0.05% -0.01% 0.13% 0.00% -0.02% -0.09%

業種期待値
水産 -0.08% -0.09% -0.07% 0.03% 0.06% 0.40% 0.03% 0.05% 0.28%
御売 0.03% -0.01% -0.20% 0.04% 0.04% 0.09% 0.09% 0.05% -0.05%
非金属 0.01% 0.01% -0.12% 0.06% 0.05% 0.13% 0.08% 0.06% 0.07%
鉱業 -0.02% 0.02% 0.00% 0.10% 0.09% 0.00% 0.08% 0.10% 0.00%
建設 0.04% 0.00% -0.51%(3301) 0.01% 0.04% 0.34% 0.04% 0.05% -0.13%
不動産 0.05% -0.01% -0.10% -0.01% 0.01% 0.06% 0.03% -0.01% 0.00%
サービス 0.00% -0.02% -0.13% 0.04% 0.01% 0.09% 0.04% 0.03% -0.01%
機械 0.03% 0.01% -0.11% 0.05% 0.05% 0.07% 0.08% 0.07% 0.00%
食料 0.02% 0.00% -0.10% 0.01% 0.03% 0.07% 0.04% 0.05% -0.10%
情報 -0.01% -0.03% -0.13% 0.03% 0.02% 0.09% 0.03% 0.01% -0.01%
小売 0.01% -0.01% -0.14% 0.02% 0.03% 0.19% 0.03% 0.04% 0.02%
繊維 0.01% -0.01% -0.11% 0.02% 0.04% 0.10% 0.05% 0.03% 0.05%
化学 0.00% -0.01% -0.07% 0.03% 0.04% 0.04% 0.05% 0.05% 0.04%
輸送用 0.01% 0.01% 0.06% 0.07% 0.03% -0.11% 0.08% 0.05% -0.01%
金属 0.01% 0.00% 0.09% 0.01% 0.04% -0.27% 0.02% 0.05% -0.08%
パルプ 0.00% 0.00% -0.89%(50) 0.04% 0.05% 1.06%(50) 0.03% 0.05% 0.08%
電気 -0.01% -0.02% -0.07% 0.05% 0.05% 0.04% 0.05% 0.05% -0.04%
医薬品 0.02% 0.02% -0.11% 0.02% 0.01% -0.03% 0.04% 0.04% -0.10%
精密 0.03% 0.01% -0.06% 0.02% 0.02% 0.02% 0.05% 0.04% -0.05%
ゴム 0.03% 0.02% -0.32% 0.02% 0.03% 0.82%(533) 0.06% 0.05% 0.55%(524)
鉄鋼 0.01% 0.02% -0.06% 0.07% 0.04% 0.12% 0.08% 0.07% 0.07%
その他製品 0.00% -0.02% -0.13% 0.02% 0.05% 0.06% 0.03% 0.04% 0.02%
その他金融 0.02% -0.03% -0.06% -0.04% 0.01% 0.11% 0.00% 0.01% 0.06%
銀行 0.01% 0.00% 0.04% 0.04% 0.02% -0.05% 0.04% 0.02% -0.05%
証券 0.00% 0.00% -0.04% 0.05% 0.02% -0.04% 0.04% 0.02% -0.03%
保険業 -0.02% 0.01% -0.40% 0.01% 0.01% 0.34% -0.02% 0.03% -0.01%
陸運 0.01% 0.00% 0.15% 0.00% 0.01% -0.03% 0.02% 0.03% 0.15%
海運 0.02% 0.02% -0.63%(221) 0.03% 0.03% 1.35%(221) 0.05% 0.05% 0.40%
空運 0.01% 0.00% 0.09% 0.13% 0.14% 0.04% 0.14% 0.12% 0.05%
電気ガス -0.01% -0.01% -0.25% 0.02% 0.01% 0.45% 0.01% 0.01% 0.22%
石油 0.00% 0.01% -0.23% 0.03% 0.04% 0.26% 0.06% 0.07% 0.03%
倉庫 -0.01% 0.01% 0.04% 0.01% 0.01% -0.05% 0.06% 0.02% -0.07%
ガラス 0.02% 0.01% -0.21% 0.06% 0.06% 0.21% 0.08% 0.06% 0.06%
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